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Tests of Homogeneity in Panel Data with EViews

Author

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  • Khouiled, Brahim

Abstract

This paper presents Hsiaotest, an EViews Add-in that facilitates the performance of homogeneity tests in Panel data. Detection strategy is based on three standard Fischer tests. The add-in implements these tests and the output shows of the main null and alternative hypotheses for each test.

Suggested Citation

  • Khouiled, Brahim, 2018. "Tests of Homogeneity in Panel Data with EViews," MPRA Paper 101001, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:101001
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    File URL: https://mpra.ub.uni-muenchen.de/101001/1/MPRA_paper_101001.pdf
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    More about this item

    Keywords

    Panel data; Specification; Homogeneous; Heterogeneous; Fisher test; EViews.;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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